+157.8%
USFD vs IONS
-16.4%
+174.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | +3.0% | -9.4% | +12.4% | +3.7% |
| 30D | +11.1% | -10.7% | +21.8% | +12.0% |
| 3M | -0.3% | -27.7% | +27.4% | +2.1% |
| 6M | +15.9% | -48.7% | +64.6% | +21.4% |
| YTD | +41.6% | -50.2% | +91.8% | +48.4% |
| 1Y | +49.4% | -46.8% | +96.2% | +55.7% |
| 3Y | +157.8% | -14.8% | +172.7% | +147.5% |
| All | +157.8% | -16.4% | +174.2% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling